An Inexact Bundle Method and Subgradient Computations for Optimal Control of Deterministic and Stochastic Obstacle Problems
Publication:5051790
DOI10.1007/978-3-030-79393-7_19zbMath1505.49014MaRDI QIDQ5051790
Michael Ulbrich, Stefan Ulbrich, Anne-Therese Rauls, Lukas Hertlein
Publication date: 18 November 2022
Published in: International Series of Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-79393-7_19
optimal control; nonsmooth optimization; variational inequalities; generalized derivatives; obstacle problem; bundle method; stochastic obstacle problem
65K05: Numerical mathematical programming methods
90C56: Derivative-free methods and methods using generalized derivatives
49K20: Optimality conditions for problems involving partial differential equations
49J40: Variational inequalities
49J52: Nonsmooth analysis
26A24: Differentiation (real functions of one variable): general theory, generalized derivatives, mean value theorems
